Asymptotic properties of a stochastic EM Algorithm for estimating mixing proportions (Q4273018)

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scientific article; zbMATH DE number 474443
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Asymptotic properties of a stochastic EM Algorithm for estimating mixing proportions
scientific article; zbMATH DE number 474443

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    Asymptotic properties of a stochastic EM Algorithm for estimating mixing proportions (English)
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    5 April 1994
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    stochastic EM algorithm
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    asymptotic behavior
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    mixture context
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    mixing proportion
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    two-component mixture of densities
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    stationary distribution
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    ergodic Markov chain
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    SEM
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    Gaussian distribution
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    consistent maximum likelihood estimate
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    asymptotic variance
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